The documentation clearly mentioned the way. Think your matlabcontrol-4.1.0.jar in C:> location. So move your cmd on C:> location and run following command.
mvn install:install-file -Dfile=matlabcontrol-4.1.0.jar -DgroupId=org.matlabcontrol \
-DartifactId=matlabcontrol -Dversion=4.1.0 -Dpackaging=jar
If you do that, you can access your jar file with dependency, like:
org.matlabcontrol
matlabcontrol
4.1.0